In 5 1/2- to 6-quart Dutch oven, melt margarine over medium heat. Add shallots and celery; cover and cook about 5 minutes or until softened, stirring occasionally. Stir in squash, parsnips, apples, thyme, salt, and pepper. Add 2 cans broth; cover and heat to boiling over high heat. Reduce heat to low and simmer, covered, about 20 minutes or until vegetables are very tender.

In batches, ladle vegetable mixture into blender; cover, with center part of cover removed to allow steam to escape, and blend until pureed. Pour puree into large bowl. Repeat with remaining mixture.

Return puree to same Dutch oven; stir in remaining 2 cans broth. Heat soup over medium heat until heated through. Garnish each serving of soup with a swirl of yogurt.